+89.9%
CVE vs ET
+871.1%
-781.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +2.5% | +0.9% | +1.6% | +2.0% |
| 30D | +16.7% | +7.5% | +9.3% | +12.4% |
| 3M | +9.3% | +11.4% | -2.1% | +3.3% |
| 6M | +43.6% | +18.5% | +25.1% | +31.7% |
| YTD | +93.6% | +37.4% | +56.2% | +64.7% |
| 1Y | +98.8% | +30.9% | +67.8% | +73.5% |
| 3Y | +73.6% | +98.7% | -25.1% | +22.7% |
| 5Y | +312.5% | +230.7% | +81.8% | +131.3% |
| 10Y | +161.0% | +175.6% | -14.5% | +62.1% |
| All | +89.9% | +871.1% | -781.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling